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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL | DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF % SUBSTITUTE GOODS OR SERVICES;LOSS OF USE, DATA, OR PROFITS;OR BUSINESS % INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR | TORT (INCLUDING NEGLIGENCE OR OTHERWISE) % ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE | dot (X2, X2, 1) |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE | dot (X1, X1, 1)') -2 *(X1' *X2) |
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file Predict_GP m brief Computes the prediction of Gaussian | processes |
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file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University | n |
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file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng | Lin |
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file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel | Grothe |
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file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel and Alexander Mitsos date January | function [prediction, std] |
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| x_test_scaled = zeros(size(x_test)) |
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for | i |
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end Compute | prediction [n, D] = size(X) |
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| hyp = Opt.GP.hyp |
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| ell = exp(hyp.cov(1:D)) |
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| sf2 = exp(2*hyp.cov(D+1)) |
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if Opt GP | cov |
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type of Martern else | d = 1 |
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end | kxxT = zeros(n,n_test) |
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NoTrainingData points X NoTestData points | k_x_x_T = zeros(n,n_test) |
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end | k_x_x = k_x_x_T' |
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| expnK = exp(-sqrtK) |
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| sqrtK = [] |
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end if Opt GP | t = sqrtK |
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| m = (1 + t).*expnK |
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| mean = 0 |
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| invK = Opt.GP.invK |
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| prediction_scaled = mean + k_x_x * invK * (yScaled - mean) |
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| K_M = zeros(n_test,n_test*D_test) |
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end Compute covariance matrix | K = zeros(n_test,n_test) |
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| K_x = Opt.GP.K |
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| var_scaled = diag(K- k_x_x * invK *k_x_x') |
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| std = sqrt(var_scaled) * stdOfOutputs |
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return function | D |
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return function Mo Chen All rights reserved Redistribution and use in source and binary | forms |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without | modification |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are | met |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright | notice |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED | WARRANTIES |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED | INCLUDING |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED | TO |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY | DIRECT |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY | INDIRECT |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY | INCIDENTAL |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY | SPECIAL |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY | EXEMPLARY |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN | CONTRACT |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT | LIABILITY |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE | https |
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return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE | X2 |
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